| Trading Metrics calculated at close of trading on 12-Aug-1992 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1992 |
12-Aug-1992 |
Change |
Change % |
Previous Week |
| Open |
419.42 |
418.89 |
-0.53 |
-0.1% |
424.21 |
| High |
419.72 |
419.75 |
0.03 |
0.0% |
425.14 |
| Low |
416.53 |
416.43 |
-0.10 |
0.0% |
418.51 |
| Close |
418.90 |
417.78 |
-1.12 |
-0.3% |
418.88 |
| Range |
3.19 |
3.32 |
0.13 |
4.1% |
6.63 |
| ATR |
3.12 |
3.13 |
0.01 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427.95 |
426.18 |
419.61 |
|
| R3 |
424.63 |
422.86 |
418.69 |
|
| R2 |
421.31 |
421.31 |
418.39 |
|
| R1 |
419.54 |
419.54 |
418.08 |
418.77 |
| PP |
417.99 |
417.99 |
417.99 |
417.60 |
| S1 |
416.22 |
416.22 |
417.48 |
415.45 |
| S2 |
414.67 |
414.67 |
417.17 |
|
| S3 |
411.35 |
412.90 |
416.87 |
|
| S4 |
408.03 |
409.58 |
415.95 |
|
|
| Weekly Pivots for week ending 07-Aug-1992 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440.73 |
436.44 |
422.53 |
|
| R3 |
434.10 |
429.81 |
420.70 |
|
| R2 |
427.47 |
427.47 |
420.10 |
|
| R1 |
423.18 |
423.18 |
419.49 |
422.01 |
| PP |
420.84 |
420.84 |
420.84 |
420.26 |
| S1 |
416.55 |
416.55 |
418.27 |
415.38 |
| S2 |
414.21 |
414.21 |
417.66 |
|
| S3 |
407.58 |
409.92 |
417.06 |
|
| S4 |
400.95 |
403.29 |
415.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
423.45 |
416.43 |
7.02 |
1.7% |
3.19 |
0.8% |
19% |
False |
True |
|
| 10 |
425.14 |
416.43 |
8.71 |
2.1% |
2.73 |
0.7% |
15% |
False |
True |
|
| 20 |
425.14 |
409.81 |
15.33 |
3.7% |
3.14 |
0.8% |
52% |
False |
False |
|
| 40 |
425.14 |
399.92 |
25.22 |
6.0% |
3.29 |
0.8% |
71% |
False |
False |
|
| 60 |
425.14 |
399.92 |
25.22 |
6.0% |
3.26 |
0.8% |
71% |
False |
False |
|
| 80 |
425.14 |
399.92 |
25.22 |
6.0% |
3.21 |
0.8% |
71% |
False |
False |
|
| 100 |
425.14 |
392.41 |
32.73 |
7.8% |
3.43 |
0.8% |
78% |
False |
False |
|
| 120 |
425.14 |
392.41 |
32.73 |
7.8% |
3.37 |
0.8% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
433.86 |
|
2.618 |
428.44 |
|
1.618 |
425.12 |
|
1.000 |
423.07 |
|
0.618 |
421.80 |
|
HIGH |
419.75 |
|
0.618 |
418.48 |
|
0.500 |
418.09 |
|
0.382 |
417.70 |
|
LOW |
416.43 |
|
0.618 |
414.38 |
|
1.000 |
413.11 |
|
1.618 |
411.06 |
|
2.618 |
407.74 |
|
4.250 |
402.32 |
|
|
| Fisher Pivots for day following 12-Aug-1992 |
| Pivot |
1 day |
3 day |
| R1 |
418.09 |
418.09 |
| PP |
417.99 |
417.99 |
| S1 |
417.88 |
417.88 |
|